scientific article; zbMATH DE number 7247633

zbMath1474.91117MaRDI QIDQ5120592

No author found.

Publication date: 15 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2483

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zbMATH Keywords

Bayesian estimationstructural vector autoregressionASEAN rubbertime varying with stochastic volatility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Uses Software

• bvarsv

Cites Work

• Unnamed Item
• A Gibbs sampler for structural vector autoregressions
• Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
• Likelihood preserving normalization in multiple equation models
• Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
• Forecasting and conditional projection using realistic prior distributions

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